Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23245.78 Day 60 Yes 1144.49 7-30 Days L-10 23250.92 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17564.32 Day 60 No 9.61 31-90 Days L-11 18322.53 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35486.81 Day 60 No 1374.75 7-30 Days L-2 34322.11 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9899.50 Day 60 No 345.70 7-30 Days L-3 9572.12 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43255.08 Day 60 Yes 1833.19 31-90 Days L-4 42519.51 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37469.98 Day 60 Yes 1808.50 7-30 Days L-5 40245.89 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26062.11 Day 60 Yes 752.96 <7 Days L-6 26958.03 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22940.41 Day 60 No 94.10 7-30 Days L-7 21560.88 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16191.02 Day 60 No 165.09 7-30 Days L-8 15305.06 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14743.61 Day 60 No 654.31 7-30 Days L-9 14655.62 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 44104.98 Day 60 No 554.66 <7 Days LC-1 43696.14 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28195.93 Day 60 Yes 1272.31 31-90 Days LC-2 30615.27 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43945.38 Day 60 No 1919.87 31-90 Days N-1 46625.87 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35146.27 Day 60 No 842.15 7-30 Days N-2 36404.35 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22631.92 Day 60 Yes 361.62 31-90 Days N-3 22233.63 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39984.76 Day 60 Yes 1555.70 <7 Days N-4 41978.33 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20222.84 Day 60 Yes 932.73 7-30 Days N-5 21239.52 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38572.42 Day 60 No 1154.45 7-30 Days N-6 38131.38 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25770.34 Day 60 No 753.81 31-90 Days N-7 24673.65 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37633.06 Day 60 Yes 1100.05 7-30 Days P-1 36362.23 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22452.54 Day 60 No 1084.08 7-30 Days P-2 20949.75 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19968.76 Day 60 Yes 209.46 31-90 Days S-8 21519.09 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4130.70 Day 60 No 44.80 7-30 Days Y-1 3927.48 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13910.86 Day 60 Yes 571.98 <7 Days Y-2 15137.15 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4582.94 Day 60 No 198.16 <7 Days Y-3 4809.17 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance